Efficient multi-order uncertainty computation for stochastic subspace identification

Stochastic Subspace Identification methods have been extensively used for the modal analysis of mechanical, civil or aeronautical structures for the last ten years. So-called stabilization diagrams are used, where modal parameters are estimated at successive model orders, leading to a graphical procedure where the physical modes of the system are extracted and separated from spurious modes. Recently an uncertainty computation scheme has been derived for allowing the computation of uncertainty bounds for modal parameters at some given model order. In this paper, two problems are addressed. Firstly, a fast computation scheme is proposed reducing the computational burden of the uncertainty computation scheme by an order of magnitude in the model order compared to a direct implementation. Secondly, a new algorithm is proposed to derive efficiently the uncertainty bounds for the estimated modes at all model orders in the stabilization diagram. It is shown that this new algorithm is both computationally and memory efficient, reducing the computational burden by two orders of magnitude in the model order. (C) 2013 Elsevier Ltd. All rights reserved.